Personally, I have not been using wristrests for the last 13 years or so and recently started using them about a year ago. By now when I remove the wristrest, I find myself getting pain in my wrists and arm (up to the shoulder!) pretty quickly. The first few days of using one felt pretty awkward. But in the end I am glad I learned to adjust to them. I really do miss one, if I don't have one for a longer period of time nowadays.
At the office I use this one:

Kensington Gel one for like $12. It looks ugly as hell, but its nice and soft. Very comfortable.
At home I use the Filco one, which I don't like too much.
Last month, a friend helped me to pre-order one of these made of Indonesian Ebony:

I should be receiving it sometime in February. They do look awesome, but I'm afraid that a) I won't be able to get it through the customs because of some EU laws on tropical woods and b) it might be too hard for my taste after getting used to the cheap-o gel one.
I saw this one on OTD today, which might be made by the same guy:

Kinda interesting to have it extend and act as a little table for the actual board.